| Metric | 11383377:btcusd:triple_med_gx:lsma90_75 | 11383377:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 25.49% | 206.05% |
| Max Drawdown | -18.86% | -67.18% |
| Sharpe | 0.27 | 0.44 |
| Sortino | 0.41 | 0.65 |
| Payoff Ratio | 1.25 | 1.13 |
| Profit Factor | 1.18 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.67 | 0.62 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 75.72 | 3.02 |
| Outlier Loss Ratio | 3.75 | 2.88 |
| Volatility (ann.) | 7.07% | 26.45% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.37 | 0.58 |
| Skew | 1.09 | 0.2 |
| Kurtosis | 119.69 | 6.31 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.54% | 2.7% |
| Expected Yearly % | 5.84% | 32.27% |
| Kelly Criterion | 1.56% | 8.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.25% |
| Expected Shortfall (cVaR) | -0.6% | -2.25% |
| Year | 11383377:BTCUSD | 11383377:btcusd:triple_med_gx:lsma90_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | -4.62 | 0.09 | + |
| 2023 | 155.54 | 7.78 | 0.05 | - |
| 2024 | 121.00 | 32.30 | 0.27 | - |
| 2025 | 17.02 | -7.73 | -0.45 | - |
| Metric | 11383377:btcusd:triple_med_gx:lsma90_75 | 11383377:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.19% | 31.76% |
| 6M | -9.87% | 12.25% |
| YTD | -7.73% | 17.02% |
| 1Y | 6.04% | 57.19% |
| 3Y (ann.) | 9.0% | 55.42% |
| 5Y (ann.) | 6.94% | 39.18% |
| Metric | 11383377:btcusd:triple_med_gx:lsma90_75 | 11383377:BTCUSD |
|---|---|---|
| Max Drawdown | -18.86% | -67.18% |
| Longest DD Days | 604.0 | 683.0 |
| Avg. Drawdown | -3.51% | -6.21% |
| Avg. Drawdown Days | 52.0 | 29.0 |
| Recovery Factor | 1.35 | 3.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-09 | 2024-04-04 | -18.86 | 604 |
| 2024-12-20 | 2025-06-11 | -14.66 | 173 |
| 2022-02-16 | 2022-07-04 | -10.94 | 138 |
| 2024-05-27 | 2024-08-23 | -7.15 | 87 |
| 2022-07-05 | 2022-07-18 | -5.98 | 13 |
| 2022-07-20 | 2022-07-27 | -4.75 | 7 |
| 2024-04-04 | 2024-05-17 | -3.50 | 42 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-05-19 | 2024-05-27 | -1.44 | 8 |
| Metric | 11383377:btcusd:triple_med_gx:lsma90_75 | 11383377:BTCUSD |
|---|---|---|
| Best Day | 6.59% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 9.3% | 35.75% |
| Worst Week | -9.0% | -29.64% |
| Best Month | 19.09% | 43.77% |
| Worst Month | -10.14% | -37.12% |
| Best Year | 32.3% | 155.54% |
| Worst Year | -7.73% | -53.69% |
| Avg. Up Day | 0.96% | 0.99% |
| Avg. Down Day | -0.77% | -0.88% |
| Avg. Up Week | 3.49% | 6.79% |
| Avg. Down Week | -2.11% | -5.04% |
| Avg. Up Month | 4.0% | 15.29% |
| Avg. Down Month | -3.05% | -11.42% |
| Win Days % | 45.36% | 51.27% |
| Win Month % | 48.72% | 61.9% |
| Win Week % | 45.07% | 51.11% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 50.0% | 75.0% |